The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
Estimated average burden
hours per response: 23.8
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
ADT CORP COM 00101J106 31 757 SH   SOLE   757 0 0
AFLAC INC COM 001055102 123 1,920 SH   SOLE   1,920 0 0
AGL RESOURCES INC COM 001204106 26 518 SH   SOLE   518 0 0
AES CORP COM 00130H105 36 2,828 SH   SOLE   2,828 0 0
ANI PHARMACEUTICALS INC NOTE 00182CAA1 9,200 8,000,000 PRN   SOLE   8,000,000 0 0
SBC COMMUNICATIONS INC COM 00206R102 741 22,700 SH   SOLE   22,700 0 0
ABBOTT LABORATORIES COM 002824100 306 6,599 SH   SOLE   6,599 0 0
ABBVIE INC COM 00287Y109 408 6,971 SH   SOLE   6,971 0 0
ADOBE SYSTEMS INC COM 00724F101 154 2,081 SH   SOLE   2,081 0 0
AETNA INC-NEW COM 00817Y108 163 1,529 SH   SOLE   1,529 0 0
AFFILIATED MANAGERS GROUP COM 008252108 52 240 SH   SOLE   240 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 61 1,468 SH   SOLE   1,468 0 0
AIR LEASE CORP NOTE 00912XAK0 936 650,000 PRN   SOLE   650,000 0 0
AIR PRODUCTS AND CHEMICALS INC COM 009158106 128 843 SH   SOLE   843 0 0
AIRGAS INC COM 009363102 31 295 SH   SOLE   295 0 0
AIRTRAN CORP NOTE 00949PAD0 10,879 3,600,000 PRN   SOLE   3,600,000 0 0
AKAMAI TECHNOLOGIES COM 00971T101 56 782 SH   SOLE   782 0 0
ALUMINUM COMPANY OF AMERICA COM 013817101 69 5,345 SH   SOLE   5,345 0 0
ALEXION PHARMACEUTICALS INC COM 015351109 153 884 SH   SOLE   884 0 0
ALLEGHENY TELEDYNE INC COM 01741R102 14 471 SH   SOLE   471 0 0
ALLIANCE DATA SYSTEMS CORP COM 018581108 82 278 SH   SOLE   278 0 0
ALLSTATE CORP COM 020002101 130 1,824 SH   SOLE   1,824 0 0
ALTERA CORP COM 021441100 57 1,326 SH   SOLE   1,326 0 0
ALTRIA GROUP INC COM 02209S103 431 8,613 SH   SOLE   8,613 0 0
AMAZONCOM INC COM 023135106 620 1,665 SH   SOLE   1,665 0 0
AMEREN CORP COM 023608102 44 1,053 SH   SOLE   1,053 0 0
AMERICAN AIRLINES EXIT TL COM 02376R102 166 3,137 SH   SOLE   3,137 0 0
AMERICAN ELECTRIC POWER CO INC COM 025537101 120 2,141 SH   SOLE   2,141 0 0
AMERICAN EXPRESS COM 025816109 300 3,834 SH   SOLE   3,834 0 0
AIG COM 026874784 329 6,003 SH   SOLE   6,003 0 0
AMERICAN TOWER CORP - CL A 03027X100 174 1,848 SH   SOLE   1,848 0 0
AMERISOURCEBERGEN CORP COM 03073E105 103 904 SH   SOLE   904 0 0
AMERIPRISE FINANCIAL INC COM 03076C106 105 802 SH   SOLE   802 0 0
AMETEK INC COM 031100100 56 1,064 SH   SOLE   1,064 0 0
AMGEN INC COM 031162100 531 3,319 SH   SOLE   3,319 0 0
AMPHENOL CORP CL A 032095101 80 1,356 SH   SOLE   1,356 0 0
ANADARKO PETROLEUM CORP COM 032511107 183 2,215 SH   SOLE   2,215 0 0
ANALOG DEVICES INC COM 032654105 85 1,353 SH   SOLE   1,353 0 0
WELLPOINT INC COM 036752103 181 1,174 SH   SOLE   1,174 0 0
APACHE CORP COM 037411105 99 1,648 SH   SOLE   1,648 0 0
APARTMENT INVT & MGMT CO CL A 03748R101 27 683 SH   SOLE   683 0 0
APPLE COMPUTER INC COM 037833100 3,170 25,477 SH   SOLE   25,477 0 0
APPLIED MATERIALS INC COM 038222105 121 5,374 SH   SOLE   5,374 0 0
ARCHER DANIELS COM 039483102 132 2,775 SH   SOLE   2,775 0 0
ARES CAPITAL CORP NOTE 04010LAB9 15,788 15,300,000 PRN   SOLE   15,300,000 0 0
ASSURANT INC COM 04621X108 19 302 SH   SOLE   302 0 0
AUTODESK INC COM 052769106 58 989 SH   SOLE   989 0 0
AUTOMATIC DATA PROCESSING COM 053015103 178 2,079 SH   SOLE   2,079 0 0
AUTONATION INC COM 05329W102 21 325 SH   SOLE   325 0 0
AUTOZONE INC COM 053332102 96 140 SH   SOLE   140 0 0
AVALON BAY COMMUNITIES COM 053484101 101 577 SH   SOLE   577 0 0
AVERY-DENNISON CORP COM 053611109 21 397 SH   SOLE   397 0 0
BB&T CORPORATION COM 054937107 123 3,152 SH   SOLE   3,152 0 0
BAKER HUGHES COM 057224107 121 1,900 SH   SOLE   1,900 0 0
BALL CORP COM 058498106 42 601 SH   SOLE   601 0 0
BANK OF AMERICA CORP COM 060505104 708 46,010 SH   SOLE   46,010 0 0
BANK OF NEW YORK MELLON CORP COM 064058100 196 4,872 SH   SOLE   4,872 0 0
BARD (CR)INC COM 067383109 54 324 SH   SOLE   324 0 0
BAXTER INTERNATIONAL INC COM 071813109 163 2,373 SH   SOLE   2,373 0 0
BECTON DICKINSON & CO COM 075887109 131 913 SH   SOLE   913 0 0
BED BATH & BEYOND INC COM 075896100 62 804 SH   SOLE   804 0 0
BERKSHIRE HATHAWAY-CAL COM 084670702 1,151 7,976 SH   SOLE   7,976 0 0
BEST BUY COMPANY INC COM 086516101 48 1,273 SH   SOLE   1,273 0 0
BIOMARIN PHARMACEUTICAL INC NOTE 09061GAF8 12,115 8,000,000 PRN   SOLE   8,000,000 0 0
CSR LTD COM 09062X103 434 1,029 SH   SOLE   1,029 0 0
BLACKROCK INC COM 09247X101 203 554 SH   SOLE   554 0 0
BLOCK H & R INC COM 093671105 39 1,203 SH   SOLE   1,203 0 0
BOEING CORP COM 097023105 430 2,866 SH   SOLE   2,866 0 0
BORG-WARNER AUTOMOTIVE INC COM 099724106 60 992 SH   SOLE   992 0 0
BOSTON PROPERTIES INC COM 101121101 93 664 SH   SOLE   664 0 0
BOSTON SCIENTIFIC CORP COM 101137107 103 5,819 SH   SOLE   5,819 0 0
TRAVELERS COS INC NOTE 101388AA4 10,492 9,500,000 PRN   SOLE   9,500,000 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 469 7,269 SH   SOLE   7,269 0 0
BRISTOW GROUP INC NOTE 110394AC7 10,125 10,100,000 PRN   SOLE   10,100,000 0 0
BROADCOM CORP CL A 111320107 103 2,384 SH   SOLE   2,384 0 0
BROOKDALE SENIOR LIVING INC NOTE 112463AA2 9,582 6,900,000 PRN   SOLE   6,900,000 0 0
BROWN-FORMAN COM 115637209 62 686 SH   SOLE   686 0 0
CBS CORP COM 124857202 121 2,001 SH   SOLE   2,001 0 0
CB RICHARD ELLIS GROUP COM 12504L109 47 1,223 SH   SOLE   1,223 0 0
CF INDUSTRIES HOLDINGS INC COM 125269100 60 210 SH   SOLE   210 0 0
C H Robinson Worldwide Inc COM 12541W209 47 638 SH   SOLE   638 0 0
CIGNA CORP COM 125509109 147 1,137 SH   SOLE   1,137 0 0
CHICAGO MERCANTILE EXCHANGE COM 12572Q105 131 1,386 SH   SOLE   1,386 0 0
CMS ENERGY CORP COM 125896100 42 1,204 SH   SOLE   1,204 0 0
CSX TRANSPORTATION INC COM 126408103 143 4,328 SH   SOLE   4,328 0 0
CVS CAREMARK CORP COM 126650100 508 4,922 SH   SOLE   4,922 0 0
CA INC COM 12673P105 45 1,392 SH   SOLE   1,392 0 0
CABLEVISION SYSTEMS NY GRP COM 12686C109 17 951 SH   SOLE   951 0 0
CABOT OIL & GAS CORP CL A 127097103 53 1,807 SH   SOLE   1,807 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 38 848 SH   SOLE   848 0 0
CAMPBELL SOUP CO COM 134429109 36 776 SH   SOLE   776 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 191 2,417 SH   SOLE   2,417 0 0
CARDINAL HEALTH INC COM 14149Y108 130 1,439 SH   SOLE   1,439 0 0
CARMAX INC COM 143130102 63 919 SH   SOLE   919 0 0
CARNIVAL CORP CL A 143658300 94 1,970 SH   SOLE   1,970 0 0
CATERPILLAR INC COM 149123101 212 2,651 SH   SOLE   2,651 0 0
CELGENE CORP COM 151020104 404 3,501 SH   SOLE   3,501 0 0
TIME WARNER COM 15189T107 38 1,879 SH   SOLE   1,879 0 0
CENTURYLINK INC COM 156700106 85 2,474 SH   SOLE   2,474 0 0
CERNER CORP COM 156782104 98 1,333 SH   SOLE   1,333 0 0
CHART INDUSTRIES INC NOTE 16115QAC4 8,849 9,200,000 PRN   SOLE   9,200,000 0 0
CHESAPEAKE ENERGY COM 165167107 32 2,253 SH   SOLE   2,253 0 0
CHESAPEAKE ENERGY NOTE 165167BW6 10,426 10,400,000 PRN   SOLE   10,400,000 0 0
CHEVRON CORP COM 166764100 863 8,220 SH   SOLE   8,220 0 0
CHIPOTLE MEXICAN GRILL CL A 169656105 88 135 SH   SOLE   135 0 0
CHUBB CORP COM 171232101 102 1,010 SH   SOLE   1,010 0 0
CIMAREX ENERGY CO COM 171798101 44 378 SH   SOLE   378 0 0
CINCINNATI FINANCIAL CORP COM 172062101 34 646 SH   SOLE   646 0 0
CISCO SYSTEMS INC COM 17275R102 615 22,327 SH   SOLE   22,327 0 0
CINTAS CORP COM 172908105 34 420 SH   SOLE   420 0 0
TRAVELERS INC CON COM 172967424 684 13,269 SH   SOLE   13,269 0 0
CITRIX SYSTEMS INC COM 177376100 45 700 SH   SOLE   700 0 0
CLOROX COMPANY COM 189054109 63 573 SH   SOLE   573 0 0
COACH INC COM 189754104 50 1,198 SH   SOLE   1,198 0 0
COCA-COLA CO COM 191216100 697 17,187 SH   SOLE   17,187 0 0
COCA COLA ENTERPRISES COM 19122T109 42 950 SH   SOLE   950 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 166 2,666 SH   SOLE   2,666 0 0
COLGATE PALMOLIVE COM 194162103 258 3,726 SH   SOLE   3,726 0 0
COMCAST CORP COM 20030N101 628 11,115 SH   SOLE   11,115 0 0
COMERICA INC COM 200340107 35 786 SH   SOLE   786 0 0
COMPTON PETROLEUM FINANCE CORP COM 205363104 40 611 SH   SOLE   611 0 0
CONAGRA INC COM 205887102 68 1,862 SH   SOLE   1,862 0 0
PHILLIPS PETROLEUM COM 20825C104 335 5,386 SH   SOLE   5,386 0 0
CONSOL ENERGY INC COM 20854P109 28 998 SH   SOLE   998 0 0
CONSOLIDATED EDISON INC COM 209115104 78 1,281 SH   SOLE   1,281 0 0
CONSTELLATION BRANDS INC COM 21036P108 85 732 SH   SOLE   732 0 0
CORNING INC COM 219350105 126 5,561 SH   SOLE   5,561 0 0
COSTCO COMPANIES INC COM 22160K105 291 1,924 SH   SOLE   1,924 0 0
CROWN CASTLE INTL CORP COM 22822V101 121 1,460 SH   SOLE   1,460 0 0
CUMMINS ENGINE CO COM 231021106 103 742 SH   SOLE   742 0 0
DR HORTON COM 23331A109 41 1,454 SH   SOLE   1,454 0 0
DETROIT EDISON CO COM 233331107 62 768 SH   SOLE   768 0 0
DANAHER CORP COM 235851102 228 2,685 SH   SOLE   2,685 0 0
DARDEN RESTAURANTS INC COM 237194105 37 539 SH   SOLE   539 0 0
DAVITA INC COM 23918K108 61 746 SH   SOLE   746 0 0
DEALERTRACK HOLDINGS INC NOTE 242309AB8 11,388 9,600,000 PRN   SOLE   9,600,000 0 0
DEERE & CO COM 244199105 130 1,485 SH   SOLE   1,485 0 0
DELTA AIR LINES INC COM 247361702 162 3,606 SH   SOLE   3,606 0 0
DENTSPLY INTERNATIONAL INC COM 249030107 31 613 SH   SOLE   613 0 0
DEPOMED INC NOTE 249908AA2 10,575 8,000,000 PRN   SOLE   8,000,000 0 0
DEVON ENERGY CORP COM 25179M103 102 1,690 SH   SOLE   1,690 0 0
DIAMOND OFFSHORE DRILLING COM 25271C102 8 292 SH   SOLE   292 0 0
DISNEY WALT PRODUCTIONS COM 254687106 717 6,838 SH   SOLE   6,838 0 0
DISCOVER FINANCIAL SERVICES COM 254709108 110 1,957 SH   SOLE   1,957 0 0
DISCOVERY COMMUNICATIONS COM SER A 25470F104 20 642 SH   SOLE   642 0 0
DISCOVERY COMMUNICATIONS COM SER C 25470F302 35 1,185 SH   SOLE   1,185 0 0
DIRECTVHOLDINGS /FINANCE COM 25490A309 187 2,199 SH   SOLE   2,199 0 0
DOLLAR GENERAL COM 256677105 100 1,327 SH   SOLE   1,327 0 0
DOLLAR TREE INC COM 256746108 73 896 SH   SOLE   896 0 0
DOMINION RESOURCES INC COM 25746U109 182 2,572 SH   SOLE   2,572 0 0
DOMINION RESOURCES INC UNIT 99/99/9999 25746U869 13,999 285,000 PRN   SOLE   285,000 0 0
DOVER CORP COM 260003108 50 723 SH   SOLE   723 0 0
DOW CHEMICAL COM 260543103 228 4,760 SH   SOLE   4,760 0 0
CADBURY SCHWEPPES FINANCIAL MGMT COM 26138E109 66 847 SH   SOLE   847 0 0
DU PONT (EI) DE NEMOURS COM 263534109 283 3,960 SH   SOLE   3,960 0 0
DUKE POWER COM 26441C204 238 3,094 SH   SOLE   3,094 0 0
DUN & BRADSTREET CORP COM 2648E3100 20 158 SH   SOLE   158 0 0
EMC CORP/MASS COM 268648102 222 8,696 SH   SOLE   8,696 0 0
EOG RESOURCES INC COM 26875P101 220 2,398 SH   SOLE   2,398 0 0
EQUITABLE RESOURCES COM 26884L109 55 658 SH   SOLE   658 0 0
ETFS PLATINUM TRUST COM 26922V101 8,954 80,874 SH   SOLE   80,874 0 0
ETFS PHYSIAL PALLADIUM SHARES COM 26923A106 1,589 22,284 SH   SOLE   22,284 0 0
E Trade Group Inc COM 269246401 36 1,263 SH   SOLE   1,263 0 0
EASTMAN CHEMICAL COM 277432100 45 652 SH   SOLE   652 0 0
EBAY INC COM 278642103 278 4,817 SH   SOLE   4,817 0 0
ECOLAB INC COM 278865100 135 1,177 SH   SOLE   1,177 0 0
EDISON INTERNATIONAL INC COM 281020107 89 1,425 SH   SOLE   1,425 0 0
EDWARDS LIFESCIENCES SP - WI COM 28176E108 67 471 SH   SOLE   471 0 0
ELECTRONIC ARTS INC COM 285512109 80 1,357 SH   SOLE   1,357 0 0
EMERGENT BIOSOLUTIONS INC NOTE 29089QAB1 9,245 8,000,000 PRN   SOLE   8,000,000 0 0
EMERSON ELECTRIC CO COM 291011104 170 2,997 SH   SOLE   2,997 0 0
ENCORE CAPITAL GROUP INC NOTE 292554AH5 7,570 8,000,000 PRN   SOLE   8,000,000 0 0
ENERSYS NOTE 29275YAA0 14,846 9,250,000 PRN   SOLE   9,250,000 0 0
ENTERGY CORP COM 29364G103 61 789 SH   SOLE   789 0 0
EQUIFAX INC COM 294429105 49 523 SH   SOLE   523 0 0
EQUINIX INC COM 29444U700 9,164 39,356 SH   SOLE   39,356 0 0
EQUITY RESIDENTIAL PROPERTIES TRUST COM 29476L107 124 1,591 SH   SOLE   1,591 0 0
ESSEX PROPERTY TRUST INC COM 297178105 65 284 SH   SOLE   284 0 0
NORTHEAST UTILITIES COM 30040W108 70 1,385 SH   SOLE   1,385 0 0
PECO ENERGY COM 30161N101 126 3,760 SH   SOLE   3,760 0 0
EXPEDIA INC CL A 30212P303 41 431 SH   SOLE   431 0 0
EXPEDITORS INTL WASH INC COM 302130109 40 839 SH   SOLE   839 0 0
EXPRESS SCRIPTS HOLDING CO COM 30219G108 276 3,180 SH   SOLE   3,180 0 0
EXXON CORP COM 30231G102 1,559 18,347 SH   SOLE   18,347 0 0
FLIR SYSTEMS INC COM 302445101 19 612 SH   SOLE   612 0 0
FMC CORP COM 302491303 33 583 SH   SOLE   583 0 0
FMC TECHNOLOGIES INC COM 30249U101 38 1,016 SH   SOLE   1,016 0 0
FACEBOOK INC COM 30303M102 755 9,181 SH   SOLE   9,181 0 0
FAMILY DOLLAR STORES INC COM 307000109 33 417 SH   SOLE   417 0 0
FASTENAL COMPANY COM 311900104 49 1,185 SH   SOLE   1,185 0 0
FDX CORP COM 31428X106 191 1,152 SH   SOLE   1,152 0 0
F5 NETWORKS INC COM 315616102 37 322 SH   SOLE   322 0 0
FIDELITY NATIONAL INFORMATION SERVICES COM 31620M106 84 1,239 SH   SOLE   1,239 0 0
FIDELITY NATIONAL TITLE NOTE 31620RAE5 8,315 4,124,000 PRN   SOLE   4,124,000 0 0
FIFTH THIRD BANCORP COM 316773100 67 3,564 SH   SOLE   3,564 0 0
FIRST SOLAR INC COM 336433107 19 326 SH   SOLE   326 0 0
FISERV INC COM 337738108 83 1,044 SH   SOLE   1,044 0 0
FIRSTENERGY CORP COM 337932107 65 1,842 SH   SOLE   1,842 0 0
FLUOR CORP COM 343412102 37 647 SH   SOLE   647 0 0
FLOWSERVE CORPORATION COM 34354P105 33 593 SH   SOLE   593 0 0
FORD MOTOR COMPANY COM 345370860 279 17,302 SH   SOLE   17,302 0 0
FOSSIL INC COM 34988V106 17 202 SH   SOLE   202 0 0
FRANKLIN RESOURCES INC COM 354613101 88 1,709 SH   SOLE   1,709 0 0
FREEPORT-MCMORAN COM 35671D857 86 4,548 SH   SOLE   4,548 0 0
CITIZENS COMMUNICATIONS CO COM 35906A108 31 4,384 SH   SOLE   4,384 0 0
GAMESTOP CORP COM 36467W109 18 472 SH   SOLE   472 0 0
GANNETT CO COM 364730101 37 992 SH   SOLE   992 0 0
GAP INC COM 364760108 50 1,161 SH   SOLE   1,161 0 0
GENERAL DYNAMICS CORP COM 369550108 187 1,378 SH   SOLE   1,378 0 0
GENERAL ELECTRIC CO COM 369604103 1,092 44,021 SH   SOLE   44,021 0 0
GENERAL GROWTH PROPERTIES COM 370023103 81 2,748 SH   SOLE   2,748 0 0
GENERAL MILLS INC COM 370334104 149 2,640 SH   SOLE   2,640 0 0
GENERAL MOTORS CORP COM 37045V100 222 5,916 SH   SOLE   5,916 0 0
GENESEE & WYOMING INC UNIT 10/01/2015 371559204 8,860 73,000 PRN   SOLE   73,000 0 0
GENUINE PARTS CO COM 372460105 62 663 SH   SOLE   663 0 0
GENWORTH FINANCIAL INC COM 37247D106 16 2,172 SH   SOLE   2,172 0 0
GILEAD SCIENCES INC COM 375558103 639 6,515 SH   SOLE   6,515 0 0
GILEAD SCIENCES INC NOTE 375558AP8 26,710 6,200,000 PRN   SOLE   6,200,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 333 1,771 SH   SOLE   1,771 0 0
GOODYEAR TIRE & RUBBER CORP COM 382550101 32 1,179 SH   SOLE   1,179 0 0
GOOGLE INC CL A 38259P508 693 1,249 SH   SOLE   1,249 0 0
GOOGLE INC CL C 38259P706 686 1,251 SH   SOLE   1,251 0 0
GRAINGER WW INC COM 384802104 63 267 SH   SOLE   267 0 0
GREEN PLAINS REVEWABLE ENERGY NOTE 393222AD6 16,255 10,900,000 PRN   SOLE   10,900,000 0 0
HCA-THE HEALTHCARE CO COM 40412C101 97 1,288 SH   SOLE   1,288 0 0
HCP INC COM 40414L109 87 2,015 SH   SOLE   2,015 0 0
HALLIBURTON CO COM 406216101 163 3,716 SH   SOLE   3,716 0 0
HANES BRANDS INC COM 410345102 59 1,753 SH   SOLE   1,753 0 0
HARLEY DAVIDSON COM 412822108 57 932 SH   SOLE   932 0 0
HARMAN INTL COM 413086109 39 294 SH   SOLE   294 0 0
HARRIS CORP COM 413875105 36 455 SH   SOLE   455 0 0
HARTFORD FINANCIAL SERVICES GROUP COM 416515104 77 1,842 SH   SOLE   1,842 0 0
HASBRO INC COM 418056107 31 497 SH   SOLE   497 0 0
HEALTH CARE REIT INC COM 42217K106 118 1,528 SH   SOLE   1,528 0 0
HELMERICH AND PAYNE COM 423452101 32 469 SH   SOLE   469 0 0
HERSHEY FOODS CORP COM 427866108 65 644 SH   SOLE   644 0 0
HESS CORP COM 42809H107 72 1,063 SH   SOLE   1,063 0 0
HEWLETT PACKARD INC COM 428236103 248 7,950 SH   SOLE   7,950 0 0
HOME DEPOT INC COM 437076102 655 5,763 SH   SOLE   5,763 0 0
ALLIEDSIGNAL INC COM 438516106 357 3,423 SH   SOLE   3,423 0 0
HORMEL FOODS CORP COM 440452100 33 580 SH   SOLE   580 0 0
HORNBECK OFFSHORE SERVICES INC NOTE 440543AN6 8,279 10,300,000 PRN   SOLE   10,300,000 0 0
HOSPIRA INC COM 441060100 66 749 SH   SOLE   749 0 0
HOST MARRIOT CORP COM 44107P104 67 3,313 SH   SOLE   3,313 0 0
HUDSON CITY BANCORP INC COM 443683107 22 2,105 SH   SOLE   2,105 0 0
HUMANA INC COM 444859102 117 655 SH   SOLE   655 0 0
HUNTINGTON BANCSHARES INC COM 446150104 39 3,545 SH   SOLE   3,545 0 0
ICONIX BRAND GROUP NOTE 451055AE7 8,917 7,650,000 PRN   SOLE   7,650,000 0 0
HYBRIDON INC CSD COM 45168K306 1,379 371,759 SH   SOLE   371,759 0 0
ILLINOIS TOOL WORKS COM 452308109 148 1,527 SH   SOLE   1,527 0 0
INTEL CORP COM 458140100 648 20,715 SH   SOLE   20,715 0 0
INTEL CORP NOTE 458140AF7 20,524 13,000,000 PRN   SOLE   13,000,000 0 0
INTEGRYS ENERGY GROUP INC COM 45822P105 25 343 SH   SOLE   343 0 0
INTERCONTINENTALEXCHANGE INC COM 45866F104 115 492 SH   SOLE   492 0 0
INTL BUSINESS MACH COM 459200101 645 4,020 SH   SOLE   4,020 0 0
INTL FLAVORS & FRAGRANCES COM 459506101 41 352 SH   SOLE   352 0 0
INTERNATIONAL PAPER CO COM 460146103 102 1,842 SH   SOLE   1,842 0 0
INTERPUBLIC GROUP COM 460690100 40 1,804 SH   SOLE   1,804 0 0
INTUIT INC COM 461202103 117 1,211 SH   SOLE   1,211 0 0
INTUITIVE SURGICAL INC COM 46120E602 81 160 SH   SOLE   160 0 0
IRIDIUM COMMUNICATIONS INC PFD CNV B 46269C409 8,463 24,000 PRN   SOLE   24,000 0 0
IRON MOUNTAIN COM 46284V101 30 817 SH   SOLE   817 0 0
ISHARES MSCI EMERGING MKT IN COM 464287234 11,596 288,955 SH   SOLE   288,955 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287465 20,951 326,488 SH   SOLE   326,488 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287499 40,736 235,307 SH   SOLE   235,307 0 0
ISHARES MSCI EAFE INDEX FUND COM 464287655 41,266 331,853 SH   SOLE   331,853 0 0
ISHARES SILVER TRUST COM 46428Q109 2,046 128,407 SH   SOLE   128,407 0 0
CHASE MANHATTAN CORP COM 46625H100 988 16,306 SH   SOLE   16,306 0 0
JACOBS ENGINEERING GROUP INC COM 469814107 25 562 SH   SOLE   562 0 0
JARDEN CORP NOTE 471109AM0 12,469 10,500,000 PRN   SOLE   10,500,000 0 0
JOHNSON & JOHNSON COM 478160104 1,224 12,171 SH   SOLE   12,171 0 0
JOHNSON CONTROLS COM 478366107 145 2,875 SH   SOLE   2,875 0 0
JOY GLOBAL COM 481165108 17 426 SH   SOLE   426 0 0
J2 GLOBAL INC NOTE 48123VAC6 12,664 11,000,000 PRN   SOLE   11,000,000 0 0
JUNIPER NETWORKS INC COM 48203R104 36 1,585 SH   SOLE   1,585 0 0
KLA-TENCOR CORPORATION COM 482480100 42 714 SH   SOLE   714 0 0
KANSAS CITY SOUTHERN INDS COM 485170302 48 474 SH   SOLE   474 0 0
KELLOGG CO COM 487836108 73 1,107 SH   SOLE   1,107 0 0
KEURIG GREEN MOUNTAIN INC COM 49271M100 59 529 SH   SOLE   529 0 0
KEYCORP COM 493267108 53 3,742 SH   SOLE   3,742 0 0
KEYCORP PFD 493267405 11,903 92,000 PRN   SOLE   92,000 0 0
KIMBERLY-CLARK CORP COM 494368103 171 1,599 SH   SOLE   1,599 0 0
KIMCO REALTY COM 49446R109 48 1,804 SH   SOLE   1,804 0 0
KINDER MORGAN INC COM 49456B101 313 7,453 SH   SOLE   7,453 0 0
KOHLS CORP COM 500255104 69 879 SH   SOLE   879 0 0
KRAFT FOODS INC COM 50076Q106 224 2,571 SH   SOLE   2,571 0 0
KROGER CO COM 501044101 165 2,148 SH   SOLE   2,148 0 0
LIMITED INC COM 501797104 101 1,075 SH   SOLE   1,075 0 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 45 361 SH   SOLE   361 0 0
LABORATORY CORP OF AMERICA HOLDINGS COM 50540R409 55 438 SH   SOLE   438 0 0
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